PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM LQ-45 DI BURSA EFEK INDONESIA
Abstract: The purpose of this
research is to obtain empirical evidence about the effect of the trading day on
stock return LQ-45 in Indonesia Stock Exchange and the effects of the fourth
and fifth Monday about the lowest of
stock returns on Monday. Sampling method in this study use purposive sampling
design. The research sample consists of 35 firms that listed in the LQ-45
during August 2011 – July 2012. The analysis method used is descriptive
analysis and multiple linear regression with no intercept (multiple regression
through the origin) and hypothesis testing using t-statistics (t-test). The
results of the study indicate that day trading effects significantly stock
returns LQ-45 in Indonesia Stock Exchange or day of the week effect, but the
study failed to prove the effect of the fourth and fifth Monday about the the
lowest of stock returns on Monday or week-four effect.
Penulis: Mellysa Maria,
Syahyunan
Kode Jurnal: jpmanajemendd130590
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